+72.4%
UBER vs XYL
+48.9%
+23.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.4% | -1.6% | -1.5% |
| 7D | -5.4% | +1.2% | -6.6% | -6.2% |
| 30D | -4.9% | -11.9% | +7.0% | +2.5% |
| 3M | +3.0% | -1.5% | +4.6% | +3.2% |
| 6M | -4.4% | -11.9% | +7.5% | +2.0% |
| YTD | -12.3% | -20.6% | +8.3% | -0.7% |
| 1Y | -24.3% | -23.5% | -0.8% | -12.4% |
| 3Y | +46.4% | +14.9% | +31.6% | +29.4% |
| 5Y | +79.7% | -15.3% | +95.0% | +84.7% |
| All | +72.4% | +48.9% | +23.5% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded XYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling